+1,084.9%
EMR vs MKSI
+2,229.0%
-1,144.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +0.9% | +6.6% | -5.7% | -0.6% |
| 30D | -5.0% | -8.2% | +3.3% | -3.2% |
| 3M | +5.9% | -16.4% | +22.3% | +8.8% |
| 6M | +7.3% | +23.0% | -15.6% | +0.3% |
| YTD | +14.6% | +68.2% | -53.6% | -1.2% |
| 1Y | +15.6% | +148.6% | -132.9% | -9.8% |
| 3Y | +60.2% | +196.0% | -135.8% | +15.3% |
| 5Y | +65.8% | +87.4% | -21.5% | +27.8% |
| 10Y | +277.4% | +523.8% | -246.4% | +114.8% |
| All | +1,084.9% | +2,229.0% | -1,144.1% | +459.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling